Alternating Conditional Exceptation with Neural Network

# ace_nn

## Introduction

This repo contains experimental implementation of ace algorithm via neural network. It is shown by xiangxiang-xu that calculating optimal features by Alternating Conditional Expectation is equivalent to maximize H-score.

## How to run

Three examples are provided ( one for continuous variable and the other twos are for discrete variable) and their results are the same as ace. The main function is ace_nn and its parameters are very similar to ace_cream.

import numpy as np
from ace_nn import ace_nn
# discrete case, binary symmetric channel with crossover probability 0.1
N_SIZE = 1000
x = np.random.choice([0,1], size=N_SIZE)
n = np.random.choice([0,1], size=N_SIZE, p=[0.9, 0.1])
y = np.mod(x + n, 2)
# set both x(cat=0) and y(cat=-1) as categorical type
tx, ty = ace_nn(x, y, cat=[-1,0], epochs=100)

# continuous case
x = np.random.uniform(0, np.pi, 200)
y = np.exp(np.sin(x)+np.random.normal(size=200)/2)
tx, ty = ace_nn(x, y)


For more detail, run help(ace_nn) to see the parameters and returns of this function.

## Further discussion

Currently, the neural networks used to approximate optimal $f(x)$ and $g(y)$ are two-layer MLP with tanh as activation function. More turns of epochs are needed for large alphabet $|\mathcal{X}|$ and $|\mathcal{Y}|$ and the running time is not short.

Also, batch_size and hidden_units_num can be hypertuned, and there is no guarantee that current configuration of neural network is optimal for solving ace.

## Application

we can use ace_nn(x, y, return_hscore = True) to calculate a lower bound of $\frac{\norm{B}_F^2}{2}$

## Project details

Uploaded source